COMEX Gold Future December 2009
| Trading Metrics calculated at close of trading on 18-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2009 |
18-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
938.1 |
943.9 |
5.8 |
0.6% |
961.1 |
| High |
943.6 |
946.8 |
3.2 |
0.3% |
968.9 |
| Low |
931.3 |
933.3 |
2.0 |
0.2% |
938.9 |
| Close |
938.7 |
937.4 |
-1.3 |
-0.1% |
943.5 |
| Range |
12.3 |
13.5 |
1.2 |
9.8% |
30.0 |
| ATR |
17.7 |
17.4 |
-0.3 |
-1.7% |
0.0 |
| Volume |
2,854 |
5,560 |
2,706 |
94.8% |
20,740 |
|
| Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
979.7 |
972.0 |
944.8 |
|
| R3 |
966.2 |
958.5 |
941.1 |
|
| R2 |
952.7 |
952.7 |
939.9 |
|
| R1 |
945.0 |
945.0 |
938.6 |
942.1 |
| PP |
939.2 |
939.2 |
939.2 |
937.7 |
| S1 |
931.5 |
931.5 |
936.2 |
928.6 |
| S2 |
925.7 |
925.7 |
934.9 |
|
| S3 |
912.2 |
918.0 |
933.7 |
|
| S4 |
898.7 |
904.5 |
930.0 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,040.4 |
1,022.0 |
960.0 |
|
| R3 |
1,010.4 |
992.0 |
951.8 |
|
| R2 |
980.4 |
980.4 |
949.0 |
|
| R1 |
962.0 |
962.0 |
946.3 |
956.2 |
| PP |
950.4 |
950.4 |
950.4 |
947.6 |
| S1 |
932.0 |
932.0 |
940.8 |
926.2 |
| S2 |
920.4 |
920.4 |
938.0 |
|
| S3 |
890.4 |
902.0 |
935.3 |
|
| S4 |
860.4 |
872.0 |
927.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
960.0 |
929.2 |
30.8 |
3.3% |
14.0 |
1.5% |
27% |
False |
False |
3,083 |
| 10 |
987.0 |
929.2 |
57.8 |
6.2% |
16.8 |
1.8% |
14% |
False |
False |
3,548 |
| 20 |
993.6 |
929.2 |
64.4 |
6.9% |
18.1 |
1.9% |
13% |
False |
False |
4,147 |
| 40 |
993.6 |
884.6 |
109.0 |
11.6% |
16.2 |
1.7% |
48% |
False |
False |
3,330 |
| 60 |
993.6 |
869.5 |
124.1 |
13.2% |
16.5 |
1.8% |
55% |
False |
False |
2,782 |
| 80 |
993.6 |
869.5 |
124.1 |
13.2% |
19.1 |
2.0% |
55% |
False |
False |
2,400 |
| 100 |
1,015.0 |
869.5 |
145.5 |
15.5% |
19.6 |
2.1% |
47% |
False |
False |
2,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,004.2 |
|
2.618 |
982.1 |
|
1.618 |
968.6 |
|
1.000 |
960.3 |
|
0.618 |
955.1 |
|
HIGH |
946.8 |
|
0.618 |
941.6 |
|
0.500 |
940.1 |
|
0.382 |
938.5 |
|
LOW |
933.3 |
|
0.618 |
925.0 |
|
1.000 |
919.8 |
|
1.618 |
911.5 |
|
2.618 |
898.0 |
|
4.250 |
875.9 |
|
|
| Fisher Pivots for day following 18-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
940.1 |
939.1 |
| PP |
939.2 |
938.5 |
| S1 |
938.3 |
938.0 |
|